NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.960 |
0.042 |
1.4% |
2.970 |
| High |
2.973 |
3.035 |
0.062 |
2.1% |
2.974 |
| Low |
2.875 |
2.922 |
0.047 |
1.6% |
2.790 |
| Close |
2.963 |
3.000 |
0.037 |
1.2% |
2.963 |
| Range |
0.098 |
0.113 |
0.015 |
15.3% |
0.184 |
| ATR |
0.113 |
0.113 |
0.000 |
0.0% |
0.000 |
| Volume |
60,367 |
47,917 |
-12,450 |
-20.6% |
233,351 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.325 |
3.275 |
3.062 |
|
| R3 |
3.212 |
3.162 |
3.031 |
|
| R2 |
3.099 |
3.099 |
3.021 |
|
| R1 |
3.049 |
3.049 |
3.010 |
3.074 |
| PP |
2.986 |
2.986 |
2.986 |
2.998 |
| S1 |
2.936 |
2.936 |
2.990 |
2.961 |
| S2 |
2.873 |
2.873 |
2.979 |
|
| S3 |
2.760 |
2.823 |
2.969 |
|
| S4 |
2.647 |
2.710 |
2.938 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.396 |
3.064 |
|
| R3 |
3.277 |
3.212 |
3.014 |
|
| R2 |
3.093 |
3.093 |
2.997 |
|
| R1 |
3.028 |
3.028 |
2.980 |
2.969 |
| PP |
2.909 |
2.909 |
2.909 |
2.879 |
| S1 |
2.844 |
2.844 |
2.946 |
2.785 |
| S2 |
2.725 |
2.725 |
2.929 |
|
| S3 |
2.541 |
2.660 |
2.912 |
|
| S4 |
2.357 |
2.476 |
2.862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.035 |
2.790 |
0.245 |
8.2% |
0.097 |
3.2% |
86% |
True |
False |
48,361 |
| 10 |
3.092 |
2.790 |
0.302 |
10.1% |
0.114 |
3.8% |
70% |
False |
False |
49,514 |
| 20 |
3.300 |
2.790 |
0.510 |
17.0% |
0.111 |
3.7% |
41% |
False |
False |
61,673 |
| 40 |
3.407 |
2.790 |
0.617 |
20.6% |
0.115 |
3.8% |
34% |
False |
False |
47,951 |
| 60 |
3.407 |
2.650 |
0.757 |
25.2% |
0.117 |
3.9% |
46% |
False |
False |
40,556 |
| 80 |
3.407 |
2.650 |
0.757 |
25.2% |
0.113 |
3.8% |
46% |
False |
False |
34,583 |
| 100 |
3.407 |
2.566 |
0.841 |
28.0% |
0.104 |
3.5% |
52% |
False |
False |
30,099 |
| 120 |
3.407 |
2.566 |
0.841 |
28.0% |
0.097 |
3.2% |
52% |
False |
False |
26,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.515 |
|
2.618 |
3.331 |
|
1.618 |
3.218 |
|
1.000 |
3.148 |
|
0.618 |
3.105 |
|
HIGH |
3.035 |
|
0.618 |
2.992 |
|
0.500 |
2.979 |
|
0.382 |
2.965 |
|
LOW |
2.922 |
|
0.618 |
2.852 |
|
1.000 |
2.809 |
|
1.618 |
2.739 |
|
2.618 |
2.626 |
|
4.250 |
2.442 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.993 |
2.976 |
| PP |
2.986 |
2.952 |
| S1 |
2.979 |
2.929 |
|